3. Sophia Peletier
In season two's "Pretty Much Dead Anyway", a shocking truth is revealed. Sophia Peletier, who had been missing since the season two episode "What Lies Ahead" when a Walker assault led her to stray off the highway and in to the woods, was still hoped to be alive by the group, who constantly searched for her - especially her Mother Carol - and in many ways she represented the very concept of hope in the show. Sadly, she is revealed to have been turned in to a Walker and is unveiled in front of the main group when Shane breaks open the door on Hershel's Walker-filled barn. Shane and the rest of the group take out the Walkers as they emerge and, as the last Walker emerges, everyone is shocked to see that it's Sophia - Carol, of course, is devastated. Carol tries to run to Sophia, but Daryl stops her. Sophia approaches them, forcing Rick to take action. He steps up and shoots Sophia in the head, killing her.